I need to convert short duration data to long time duration.
I have 1 min data of particular stock with Open - high - low close & volume.
I need to convert this 1 min data to longer duration data. say I have in I8:I13 - 15 min - 30 min - 60 min - 1 Day - 1 week - 1 month respectively so if I run code it creates sheets of this names if sheet is not existed. if existed then add data to existing sheets - if same data (Same date data) already there then over past on that data. There is Day Start Time 9:15 AM & Day End Time is 15:30 PM.
On Button click "Update"
Step 1 Find sheet names range I8:I13 - not found create - Found Update data
Step 2 Calculation of Data - say we have convert 1 min data to 15 min then - from 1 min data very 1 min Open = open of 15 min
high = highest high of 15 min from 1 min data which we are counting.
Low = lowest low of 15 min from 1 min data which we are counting.
Close = last 1 min data Close (15th min)
Volume = total volume of all 15 min from where we are counting.
I have one link which create Tick data to 1 min data see if that is useful.
Data Convert To Larger Time Frame - VBA